-44.9%
IONS vs CPAY
+59.0%
-104.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.9% |
| 7D | -10.6% | +5.7% | -16.3% | -10.9% |
| 30D | -7.7% | +4.2% | -11.9% | -8.0% |
| 3M | -27.1% | +5.6% | -32.7% | -27.4% |
| 6M | -46.8% | +34.7% | -81.5% | -48.1% |
| YTD | -49.2% | +39.1% | -88.4% | -50.5% |
| 1Y | -44.9% | +60.3% | -105.2% | -47.0% |
| All | -44.9% | +59.0% | -104.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling